+154.7%
KMI vs OUST
-56.2%
+210.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -0.5% | +5.2% | -5.7% | -0.7% |
| 30D | +0.9% | -19.3% | +20.2% | +1.5% |
| 3M | 0.0% | -22.6% | +22.6% | +0.1% |
| 6M | -5.7% | +62.8% | -68.5% | -9.1% |
| YTD | +17.5% | +68.3% | -50.9% | +12.8% |
| 1Y | +22.3% | +28.5% | -6.3% | +18.0% |
| 3Y | +111.9% | +554.0% | -442.1% | +82.2% |
| All | +154.7% | -56.2% | +210.8% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling